+49.0%
REGN vs ACM
-46.6%
+95.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.4% |
| 7D | +14.4% | +9.5% | +4.9% | +14.2% |
| 30D | +28.1% | +14.7% | +13.4% | +27.7% |
| 3M | +22.5% | -9.5% | +32.0% | +22.0% |
| 6M | +31.6% | -18.0% | +49.6% | +30.2% |
| YTD | +21.0% | -27.3% | +48.3% | +18.6% |
| 1Y | +49.0% | -47.0% | +96.0% | +48.8% |
| All | +49.0% | -46.6% | +95.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling